/Engine/Source/Runtime/Experimental/Chaos/Public/PhysicsProxy/ClusterUnionPhysicsProxy.h
Cluster union proxy initialization happens in two first on the game thread (external) then on the physics thread (internal). Cluster unions are a primarily physics concept so the things exposed to an external context is just there to be able to safely query the state on the physics thread and to be able to add/remove things to the proxy itself (rather than to move it, for example).
void Initialize_External()